Fig. 3.

INFO+ captures correlations (M-3) and high-order biomarker interactions (M-4), and it outperforms methods that fail to capture these complex structures (i.e. INFO/MCR). This is the average TPR over 200 simulated datasets for various values of the predictive strength θ: small values of θ mean that the prognostic signal is stronger than the predictive, while the opposite holds for large values of θ. For θ = 1 both signals have the same strength. The sample size is 2000 and the dimensionality p = 30 biomarkers. (a) M-2: Uncorrelated features, no interaction terms. (b) M-3: Correlated features, no interaction terms. (c) M-4: Correlated features, with interaction terms